DSX Options History — October 2022

In October 2022, DSX traded between $3.93 and $4.33. ATM implied volatility averaged 62.5%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 3.9% (HV 20d: 58.6%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-10-04: Highest Volume — 2,099 contracts
  • 2022-10-27: Largest IV spike — 16.7% change
  • 2022-10-31: Highest IV Rank — 15.5%
  • 2022-10-31: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.14$3.93$4.33$3.93$4.33
Max Pain$4.14$4.00$5.00$5.00$4.00
ATM IV62.5%55.1%75.8%60.0%75.8%
Expected Move18.2%16.3%21.7%17.2%21.7%
HV 20d58.6%34.3%67.1%65.8%34.3%
HV 60d53.3%49.0%56.1%55.6%49.5%
IV Rank9.7%6.5%15.5%8.6%15.5%
IV Percentile52.0%23.8%88.5%41.7%88.5%
Term Structure-8.8%-36.3%11.2%7.9%-36.3%
VWIV62.7%43.9%82.5%60.0%79.5%
Skew 25d19.5%-36.0%114.5%5.3%105.9%
Skew 10d53.6%-36.9%250.6%8.4%139.3%
Call IV 25d69.3%41.6%144.6%58.3%144.6%
Put IV 25d88.8%40.5%250.5%63.7%250.5%
Bid-Ask Spread %56.7110.6285.1650.4616.34
Gamma HHI0.460.370.560.500.50
Net GEX18.2K10.0K26.0K14.7K22.1K
Net DEX759.6K196.6K1.2M1.2M196.6K
Net VEX-8.4K-10.3K-7.5K-7.5K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.162.120.480.68
Total Volume1,279.4298242,0991,9401,686
Total OI19,517.66718,65920,47919,10618,990

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$3.93$5.0060.0%17.2%65.8%8.6%60.0%5.3%7.9%14.7K1.2M-7.5K0.4850.46N/AN/A1,30763312,8556,251
2022-10-04$4.05$5.0057.5%16.5%66.9%7.5%57.6%9.7%10.5%16.7K998.8K-8.7K0.3510.62N/AN/A1,56053912,9706,259
2022-10-05$4.13$5.0057.2%16.4%67.1%7.4%57.2%113.8%11.2%17.7K803.3K-9.4K0.3669.33N/AN/A1,40550813,1026,305
2022-10-06$4.06$4.0056.8%18.3%64.1%7.2%70.0%16.8%-5.3%17.8K841.2K-9.3K0.3875.73N/AN/A1,39552913,1506,317
2022-10-07$4.17$4.0055.1%18.7%63.9%6.5%62.6%-0.0%-5.8%19.5K669.1K-10.3K1.4073.55N/AN/A52473413,1426,351
2022-10-10$3.98$4.0063.1%18.8%64.9%10.0%71.1%-9.8%-2.7%14.2K940.8K-8.9K0.9073.33N/AN/A60854813,2316,572
2022-10-11$3.98$4.0065.8%19.0%64.7%11.1%67.1%-14.1%-0.9%15.4K929.4K-8.6K1.1473.78N/AN/A48254913,4596,469
2022-10-12$4.06$4.0064.4%18.5%65.7%10.5%54.2%76.1%-10.1%16.0K915.3K-8.5K1.2850.64N/AN/A41152613,5076,477
2022-10-13$4.16$4.0062.0%17.8%66.8%9.5%63.1%114.5%-1.6%18.3K835.2K-8.7K0.5680.71N/AN/A96853813,4976,475
2022-10-14$4.17$4.0065.8%18.9%64.6%11.1%63.0%-3.4%-8.1%16.7K926.7K-8.0K2.1283.28N/AN/A34272513,1596,494
2022-10-17$4.12$4.0057.7%16.5%64.6%7.6%67.9%-36.0%-11.2%13.8K949.4K-8.1K0.8469.66N/AN/A63252913,1326,678
2022-10-18$4.22$4.0062.9%18.0%63.3%9.9%59.9%-3.3%1.8%17.8K778.2K-8.6K1.0578.46N/AN/A48650813,3726,689
2022-10-19$4.13$4.0066.3%19.0%62.6%11.4%72.1%-13.1%-10.4%14.3K904.6K-8.2K1.1065.12N/AN/A48053013,4076,695
2022-10-20$4.05$4.0064.1%18.4%62.8%10.4%82.5%-20.1%-13.9%10.0K1.0M-7.5K0.3185.16N/AN/A75023013,4596,746
2022-10-21$4.19$4.0062.0%17.8%57.8%9.5%43.9%-13.0%-18.7%21.7K757.7K-8.4K0.3256.86N/AN/A62619813,7076,772
2022-10-24$4.22$4.0061.5%17.6%49.9%9.3%60.0%23.3%-17.3%23.4K508.4K-7.9K0.3431.84N/AN/A66522613,0095,650
2022-10-25$4.20$4.0062.9%18.0%49.7%9.9%68.6%-17.0%-6.5%22.8K454.3K-8.0K0.1652.04N/AN/A98416113,1895,649
2022-10-26$4.22$4.0056.9%16.3%47.8%7.3%53.5%-2.4%-28.4%21.8K441.5K-8.0K0.1927.30N/AN/A83715713,1765,667
2022-10-27$4.18$4.0066.3%19.0%41.3%11.4%51.8%74.7%-14.0%21.2K532.1K-7.8K0.2212.62N/AN/A81418113,2235,671
2022-10-28$4.31$4.0067.8%19.4%42.1%12.0%51.7%0.7%-25.5%26.0K349.1K-7.7K0.7254.12N/AN/A78956813,2475,701
2022-10-31$4.33$4.0075.8%21.7%34.3%15.5%79.5%105.9%-36.3%22.1K196.6K-7.6K0.6816.34N/AN/A1,00268413,1795,811